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Credit Risk Modeller

Job Title: Credit Risk Modeller
Contract Type: Contracting Solutions
Location: Auckland
Specialisation:
Salary: Circa $80-90 per hour + GST
REF: BRLDJM109862
Contact Details: Duncan McKenzie
Contact Email: duncan.mckenzie@beyond.co.nz
Job Published: 27 days ago

Our client is a major banking group, headquartered in central Auckland.

In line with a number of large-scale projects, there is a requirement for an experienced Credit Risk Modeller to join an established team, to provide support to the development, implementation, communication, and testing of the bank’s retail credit risk models and decision strategies. This position is being recruited initially as a 6-month contract with good scope for longer-term (12-month) extensions.

Key duties will include:

  • Support the design, build, deployment, and governance, of credit risk models (both decision and capital).
  • Develop and enhance portfolio analysis capability by ensuring that existing and emerging risks affecting the models and portfolios are effectively identified, monitored, and managed.
  • Test and validate the results of models which are being migrated from legacy systems to a new cloud platform.

 To be considered for this position, candidates will require a background in credit risk modelling with the ability to synthesise multiple sources of information, and multiple objectives and requirements. You will be familiar with software/tools typically used in the banking industry for modelling and strategy development and management, e.g. Python, PySpark, SAS, Tableau. The ability to interact with and build. You will also have knowledge of relevant statistical and analytic techniques, as well as the ability to build productive working relationships with stakeholders both internally and externally.

For further information, please contact Duncan McKenzie at Beyond Recruitment on 021 587 360, or by applying directly to this advert.

REF # 109862